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Local Eigenvalue Density for General MANOVA Matrices
MANOVA random matrix Jacobi ensemble Local density of eigenvalues
2012/7/9
We consider random $n\times n$ matrices of the form $(XX*+YY*)^{-1/2}YY*(XX*+YY*)^{-1/2}$, where $X$ and $Y$ have independent entries with zero mean and variance one. These matrices are the natural ge...
Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
Nourdin-Peccati analysis Wiener Wiener-Poisson space general distributions
2012/3/1
Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bo...
A general central limit theorem for capacity
G-expectation G-distribution generalized G-expectation capacity tightness CLT
2011/11/4
In this paper,in the base of sublinear expectation space called 'G-expectation space' that introduced by Peng , adapting Peng's IID notion and applying Peng's new CLT under sublinear expectations, we ...
Path properties and regularity of affine processes on general state spaces
affine processes path properties regularity Markov semimartingales
2011/8/30
Abstract: We provide a new proof for regularity of affine processes on general state spaces by methods from the theory of Markovian semimartingales. On the way to this result we also show that the def...
A probabilistic view on the general relativistic Boltzmann equation
General relativity, Boltzmann equation, probability, Markov process
2011/8/24
Abstract: A new probalistic approach to general relativistic kinetic theory is proposed. The general relativistic Boltzmann equation is linked to a new Markov process in a completely intrinsic way. Th...
An asymptotic approximation of the marginal likelihood for general Markov models
BIC marginal likelihood singular models tree models Bayesian
2011/1/18
The standard Bayesian Information Criterion (BIC) is derived under regularity conditions which are not always satis ed by the graphical models with hidden variables.
Physical Equivalence of Pure States and Derivation of Qubit in General Probabilistic Theories
Physical Equivalence Pure States Derivation of Qubit General Probabilistic Theories
2011/3/4
In this paper, we investigate a characterization of Quantum Mechanics by two physical principles based on general probabilistic theories.